Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 0 1 3 3 5 7 17 17
Dealing with the Inventory Risk. A solution to the market making problem 1 3 18 74 10 19 73 193
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 3 6 22 49 4 12 52 81
General Intensity Shapes in Optimal Liquidation 1 1 4 24 3 4 14 72
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 7 37 1 5 25 68
Optimal Portfolio Liquidation with Limit Orders 0 3 6 59 2 9 25 143
Optimal Portfolio Liquidation with Limit Orders 1 1 1 1 3 5 12 12
Optimal algorithmic trading and market microstructure 2 9 23 161 6 19 40 222
Optimal posting price of limit orders: learning by trading 1 2 6 46 4 6 11 127
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 2 31 0 2 6 52
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 1 83 0 2 8 150
Optimal starting times, stopping times and risk measures for algorithmic trading 1 3 7 50 1 5 26 106
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 2 5 46 0 2 7 63
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 6 46 0 0 3 101
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 10 29 1 3 20 48
Simulating and analyzing order book data: The queue-reactive model 3 3 18 18 5 5 26 26
Total Working Papers 13 36 139 757 45 105 365 1,481


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 3 6 77 0 3 18 239
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 0 1 4 6 6
Total Journal Articles 0 3 6 77 1 7 24 245


Statistics updated 2014-12-03